Fund profile
Tickers
BBCPX
Fund manager
Total assets
$41.58 bn
Liabilities
$8.43 bn
Net assets
$33.16 bn
Number of holdings
4.58 k
Top 200 of 4578 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR24 0.00000000 | 2.80 bn | 13.59 k contracts | 8.44 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON US 10YR ULTRA FUT MAR24 0.00000000 | 2.46 bn | 20.84 k contracts | 7.42 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR24 0.00000000 | 2.16 bn | 19.82 k contracts | 6.50 | Interest rate derivative | N/A | USA |
FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000
|
1.20 bn | 1.20 bn shares | 3.63 | Common equity | Long | USA |
UNITED STATES TREASURY BOND 4.37500000 | 675.01 mm | 661.27 mm shares | 2.04 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.87500000 | 632.97 mm | 634.08 mm shares | 1.91 | Debt | Long | USA |
FNMA 30YR TBA 6.5% FEB 24 TO BE ANNOUNCED 6.50000000 | 537.94 mm | 525.00 mm shares | 1.62 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON US LONG BOND(CBT) MAR24 0.00000000 | 533.86 mm | 4.27 k contracts | 1.61 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 530.00 mm | 530.00 mm principal | 1.60 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 487.21 mm | 493.85 mm principal | 1.47 | Short-term investment vehicle | Long | USA |
FNMA 30YR TBA 5.5% JAN 24 TO BE ANNOUNCED 5.50000000 | 481.15 mm | 479.13 mm shares | 1.45 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 6% JAN 24 TO BE ANNOUNCED 6.00000000 | 468.45 mm | 461.39 mm shares | 1.41 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 4.5% JAN 24 TO BE ANNOUNCED 4.50000000 | 450.58 mm | 464.85 mm shares | 1.36 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 410.98 mm | 366.49 mm shares | 1.24 | Debt | Long | USA |
FNMA 30YR TBA 6% FEB 24 TO BE ANNOUNCED 6.00000000 | 406.55 mm | 400.40 mm shares | 1.23 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 5.5% FEB 24 TO BE ANNOUNCED 5.50000000 | 338.00 mm | 336.50 mm shares | 1.02 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 5% JAN 24 TO BE ANNOUNCED 5.00000000 | 336.92 mm | 340.57 mm shares | 1.02 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 3.50000000 | 332.23 mm | 342.60 mm shares | 1.00 | Debt | Long | USA |
FNMA 30YR TBA 4.0% JAN 24 TO BE ANNOUNCED 4.00000000 | 328.52 mm | 347.37 mm shares | 0.99 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 300.05 mm | 305.05 mm principal | 0.90 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 297.19 mm | 300.01 mm principal | 0.90 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BOND 2.00000000 | 296.65 mm | 410.13 mm shares | 0.89 | Debt | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 291.47 mm | 296.04 mm principal | 0.88 | Short-term investment vehicle | Long | USA |
FNMA 30YR TBA 6.5% JAN 12 TO BE ANNOUNCED 6.50000000 | 288.70 mm | 281.74 mm shares | 0.87 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 4.37500000 | 276.60 mm | 270.31 mm shares | 0.83 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.87500000 | 272.31 mm | 260.88 mm shares | 0.82 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 270.31 mm | 275.02 mm shares | 0.82 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 1.37500000 | 256.29 mm | 308.70 mm shares | 0.77 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.50000000 | 245.45 mm | 233.79 mm shares | 0.74 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 1.25000000 | 224.18 mm | 250.00 mm shares | 0.68 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8225 3.00000000 | 221.80 mm | 250.71 mm shares | 0.67 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 205.24 mm | 209.81 mm shares | 0.62 | Debt | Long | USA |
FNMA TBA 30YR 3% JAN 24 TO BE ANNOUNCED 3.00000000 | 200.20 mm | 226.34 mm shares | 0.60 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8331 5.50000000 | 179.12 mm | 178.39 mm shares | 0.54 | ABS-mortgage backed security | Long | USA |
UMBS TBA 30YR 2% JAN 24 TO BE ANNOUNCED 2.00000000 | 175.81 mm | 215.14 mm shares | 0.53 | ABS-mortgage backed security | Long | USA |
G2SF 30 YR TBA 4.5% JAN 24 TO BE ANNOUNCED 4.50000000 | 174.27 mm | 178.57 mm shares | 0.53 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON US ULTRA BOND CBT MAR24 0.00000000 | 173.00 mm | 1.30 k contracts | 0.52 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY BOND 3.25000000 | 171.19 mm | 195.13 mm shares | 0.52 | Debt | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 169.48 mm | 170.00 mm principal | 0.51 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY NOTE 4.37500000 | 163.52 mm | 161.94 mm shares | 0.49 | Debt | Long | USA |
G2SF 30 YR TBA 5% JAN 24 TO BE ANNOUNCED 5.00000000 | 159.28 mm | 160.41 mm shares | 0.48 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 158.64 mm | 160.00 mm principal | 0.48 | Short-term investment vehicle | Long | USA |
FREDDIE MAC POOL UMBS P#SD8372 5.50000000 | 151.48 mm | 150.87 mm shares | 0.46 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 2.5% JAN 24 TO BE ANNOUNCED 2.50000000 | 141.94 mm | 166.87 mm shares | 0.43 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 3.5% JAN 24 TO BE ANNOUNCED 3.50000000 | 127.86 mm | 139.38 mm shares | 0.39 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 125.58 mm | 127.92 mm principal | 0.38 | Short-term investment vehicle | Long | USA |
GNMA TBA 30 UR 2.5% JAN 24 TO BE ANNOUNCED 2.50000000 | 122.88 mm | 140.48 mm shares | 0.37 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 112.54 mm | 114.19 mm principal | 0.34 | Short-term investment vehicle | Long | USA |
FNMA 30YR TBA 5% FEB 13 TO BE ANNOUNCED 5.00000000 | 104.42 mm | 105.50 mm shares | 0.31 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 1.87500000 | 103.96 mm | 110.90 mm shares | 0.31 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8226 3.50000000 | 103.85 mm | 113.19 mm shares | 0.31 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 1.87500000 | 96.55 mm | 112.30 mm shares | 0.29 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 | 95.05 mm | 98.05 mm shares | 0.29 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.00000000 | 92.06 mm | 113.14 mm shares | 0.28 | Debt | Long | USA |
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER R186 10.50000000 | 90.06 mm | 1.57 bn shares | 0.27 | Debt | Long | South Africa |
UNITED STATES TREASURY NOTE 0.25000000 | 88.61 mm | 91.29 mm shares | 0.27 | Debt | Long | USA |
G2SF 30 YR TBA 5.5% JAN 24 TO BE ANNOUNCED 5.50000000 | 88.45 mm | 87.82 mm shares | 0.27 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA5008 4.50000000 | 85.43 mm | 88.10 mm shares | 0.26 | ABS-mortgage backed security | Long | USA |
RC R/P BOFA S 5.420% 01/02/24 5.42000000
BofA Securities, Inc.
|
85.30 mm | 85.30 mm principal | 0.26 | Repurchase agreement | Long | USA |
FANNIE MAE POOL UMBS P#BQ7056 2.00000000 | 83.65 mm | 102.28 mm shares | 0.25 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 | 76.03 mm | 83.23 mm shares | 0.23 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 | 75.93 mm | 76.14 mm shares | 0.23 | Debt | Long | USA |
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 | 73.55 mm | 75.00 mm principal | 0.22 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BOND 4.00000000 | 71.09 mm | 73.15 mm shares | 0.21 | Debt | Long | USA |
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 6.55648000 | 70.96 mm | 71.63 mm shares | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 5.90000000 | 70.46 mm | 70.52 mm shares | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY NOTE 1.12500000 | 68.01 mm | 76.08 mm shares | 0.21 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#FS1598 2.00000000 | 67.66 mm | 82.76 mm shares | 0.20 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#FM7159 2.50000000 | 66.41 mm | 77.77 mm shares | 0.20 | ABS-mortgage backed security | Long | USA |
TOWD POINT MORTGAGE FUNDING SER 2019-A13A CL A1 V/R REGD 144A P/P /GBP/ 6.56207000 | 66.02 mm | 51.77 mm shares | 0.20 | ABS-collateralized bond/debt obligation | Long | UK |
FANNIE MAE POOL UMBS P#MA5039 5.50000000 | 65.01 mm | 64.74 mm shares | 0.20 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8194 2.50000000 | 64.19 mm | 75.43 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2.25000000 | 62.82 mm | 89.98 mm shares | 0.19 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8256 4.00000000 | 62.29 mm | 65.86 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8140 2.00000000 | 62.28 mm | 76.00 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
BPCE SA REGD V/R 144A P/P 7.00300000 | 61.51 mm | 56.60 mm shares | 0.19 | Debt | Long | France |
FANNIE MAE POOL UMBS P#MA4579 3.00000000 | 59.99 mm | 67.83 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA5010 5.50000000 | 59.14 mm | 58.90 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 0.62500000 | 57.75 mm | 63.05 mm shares | 0.17 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#BV5623 3.00000000 | 57.24 mm | 64.73 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8201 3.00000000 | 57.04 mm | 64.51 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE NEW YORK REGD 7.50000000 | 55.39 mm | 50.58 mm shares | 0.17 | Debt | Long | USA |
NISSAN MOTOR CO REGD 144A P/P 4.81000000 | 53.76 mm | 57.50 mm shares | 0.16 | Debt | Long | Japan |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1194 0.00000000 | 53.63 mm | 7.56 bn principal | 0.16 | Short-term investment vehicle | Long | Japan |
FANNIE MAE POOL UMBS P#FM7461 4.00000000 | 53.61 mm | 56.00 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#CB2364 2.00000000 | 52.98 mm | 64.83 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 52.11 mm | 48.83 mm shares | 0.16 | Debt | Long | Switzerland |
FREDDIE MAC POOL UMBS P#SD8258 5.00000000 | 51.79 mm | 52.35 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA5106 5.00000000 | 51.06 mm | 51.61 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8284 3.00000000 | 49.56 mm | 56.04 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 | 49.53 mm | 50.00 mm principal | 0.15 | Short-term investment vehicle | Long | USA |
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 | 49.51 mm | 50.00 mm principal | 0.15 | Short-term investment vehicle | Long | USA |
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 | 49.18 mm | 50.00 mm principal | 0.15 | Short-term investment vehicle | Long | USA |
FREDDIE MAC POOL UMBS P#SD8238 4.50000000 | 48.69 mm | 50.21 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD3097 3.50000000 | 48.25 mm | 52.59 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8220 3.00000000 | 47.76 mm | 53.98 mm shares | 0.14 | ABS-mortgage backed security | Long | USA |
NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000 | 47.28 mm | 230.30 mm shares | 0.14 | Debt | Long | Brazil |
FANNIE MAE POOL UMBS P#MA4325 2.00000000 | 47.07 mm | 57.39 mm shares | 0.14 | ABS-mortgage backed security | Long | USA |
GLENCORE FUNDING LLC REGD 144A P/P 6.50000000 | 46.92 mm | 43.04 mm shares | 0.14 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.50000000 | 46.36 mm | 61.23 mm shares | 0.14 | Debt | Long | USA |
AERCAP IRELAND CAP/GLOBA REGD 3.00000000 | 46.33 mm | 50.75 mm shares | 0.14 | Debt | Long | Ireland |
UNITED STATES TREASURY NOTE 3.87500000 | 46.14 mm | 46.55 mm shares | 0.14 | Debt | Long | USA |
TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000 | 45.53 mm | 48.49 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4548 2.50000000 | 44.51 mm | 52.30 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
GINNIE MAE II POOL P#MA7649 2.50000000 | 44.23 mm | 50.58 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1201 0.00000000 | 43.85 mm | 6.18 bn principal | 0.13 | Short-term investment vehicle | Long | Japan |
RIPON MORTGAGES PLC SER 1RA CL A V/R REGD 144A P/P /GBP/ 5.89777000 | 43.53 mm | 34.19 mm shares | 0.13 | ABS-collateralized bond/debt obligation | Long | UK |
GNMA II 30 YR TBA 2% JAN 24 TO BE ANNOUNCED 2.00000000 | 43.09 mm | 50.90 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON AUST 10Y BOND FUT MAR24 /AUD/ 0.00000000 | 42.85 mm | 539.00 contracts | 0.13 | Interest rate derivative | N/A | Australia |
CDW LLC/CDW FINANCE REGD 3.56900000 | 42.69 mm | 48.16 mm shares | 0.13 | Debt | Long | USA |
STANDARD CHARTERED PLC REGD V/R 144A P/P 2.67800000 | 42.23 mm | 52.10 mm shares | 0.13 | Debt | Long | UK |
CLR Continental Resources Inc (OKLA) | 41.71 mm | 41.90 mm shares | 0.13 | Debt | Long | USA |
BANK OF AMERICA CORP REGD V/R 1.73400000 | 41.56 mm | 45.36 mm shares | 0.13 | Debt | Long | USA |
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 41.34 mm | 40.74 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 | 41.04 mm | 41.20 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
Credit Suisse Group AG | 40.97 mm | 33.33 mm shares | 0.12 | Debt | Long | Switzerland |
FREDDIE MAC POOL UMBS P#SD7552 2.50000000 | 40.72 mm | 47.29 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000 | 40.64 mm | 45.20 mm shares | 0.12 | Debt | Long | USA |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1203 0.00000000 | 40.60 mm | 5.72 bn principal | 0.12 | Short-term investment vehicle | Long | Japan |
T/L INGENICO GROUP REGD /EUR/ 0.00000000 | 40.46 mm | 36.80 mm shares | 0.12 | Loan | Long | France |
UNITED STATES TREASURY NOTE 1.25000000 | 40.35 mm | 48.76 mm shares | 0.12 | Debt | Long | USA |
IRS R05.37PSOFR 10/25/28 CITIGROUP FIXED | 39.98 mm | 1.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
T/L TRANSDIGM INC REGD 0.00000000 | 39.93 mm | 39.78 mm shares | 0.12 | Loan | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 | 39.93 mm | 43.21 mm shares | 0.12 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8212 2.50000000 | 39.67 mm | 46.62 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4493 2.50000000 | 39.37 mm | 46.26 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
BCS Barclays plc | 39.37 mm | 45.92 mm shares | 0.12 | Debt | Long | UK |
FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR24 0.00000000 | 39.29 mm | 348.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
FI Fiserv, Inc. | 38.58 mm | 36.83 mm shares | 0.12 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4653 3.00000000 | 38.49 mm | 43.52 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 38.48 mm | 40.40 mm shares | 0.12 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.12500000 | 38.30 mm | 37.90 mm shares | 0.12 | Debt | Long | USA |
CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000 | 38.30 mm | 39.82 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
WELLS FARGO & COMPANY REGD V/R 6.49100000 | 38.19 mm | 35.10 mm shares | 0.12 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8329 5.00000000 | 38.11 mm | 38.53 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
T-MOBILE USA INC REGD SER WI 3.87500000 | 37.52 mm | 39.56 mm shares | 0.11 | Debt | Long | USA |
HARVEST CLO XXI DAC SER 21A CL A1R V/R REGD 144A P/P /EUR/ 4.72500000 | 37.33 mm | 34.40 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
BANK OF AMERICA CORP REGD V/R SER N 1.65800000 | 37.09 mm | 40.09 mm shares | 0.11 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4564 3.00000000 | 36.76 mm | 41.54 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
INTELSAT JACKSON HLDG REGD 144A P/P 6.50000000 | 36.00 mm | 37.80 mm shares | 0.11 | Debt | Long | Luxembourg |
FREDDIE MAC POOL UMBS P#QE7644 3.50000000 | 35.88 mm | 39.12 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000 | 35.49 mm | 38.40 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
FRONTIER ISSUER LLC SER 2023-1 CL A2 REGD 144A P/P 6.60000000 | 35.18 mm | 35.36 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#QE5058 3.50000000 | 34.97 mm | 38.11 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
MU Micron Technology Inc. | 34.83 mm | 33.49 mm shares | 0.11 | Debt | Long | USA |
ANGLO AMERICAN CAPITAL REGD 144A P/P 2.62500000 | 34.48 mm | 40.53 mm shares | 0.10 | Debt | Long | UK |
GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.74548000 | 34.38 mm | 34.39 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FANNIE MAE POOL UMBS P#MA4577 2.00000000 | 34.37 mm | 42.04 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE & CO REGD V/R SER F2F 0.96900000 | 34.32 mm | 35.14 mm shares | 0.10 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8211 2.00000000 | 34.25 mm | 41.88 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4437 2.00000000 | 34.10 mm | 41.65 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
CSMC 2022-RPL3 TRUST SER 2022-RPL3 CL A1 V/R REGD 144A P/P 3.75286200 | 34.04 mm | 34.72 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
STANDARD CHARTERED PLC REGD V/R 144A P/P 3.26500000 | 33.74 mm | 41.22 mm shares | 0.10 | Debt | Long | UK |
ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 SER 2022-2A CL A REGD 144A P/P 4.89000000 | 33.37 mm | 33.80 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
HSBC HSBC Holdings plc | 33.23 mm | 40.00 mm shares | 0.10 | Debt | Long | UK |
UNITED STATES TREASURY BOND 3.00000000 | 33.02 mm | 40.52 mm shares | 0.10 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 32.84 mm | 35.62 mm shares | 0.10 | Debt | Long | USA |
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2035 8.87500000 | 32.56 mm | 706.17 mm shares | 0.10 | Debt | Long | South Africa |
UNITED STATES TREASURY NOTE 0.37500000 | 32.48 mm | 34.32 mm shares | 0.10 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 2.75000000 | 32.42 mm | 35.40 mm shares | 0.10 | Debt | Long | USA |
MEXICAN UDIBONOS /MXN/ REGD SER S 2.75000000 | 32.18 mm | 620.45 mm shares | 0.10 | Debt | Long | Mexico |
BK OF AMERICA CORP 5.28800000 | 32.03 mm | 31.96 mm shares | 0.10 | Debt | Long | USA |
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.50000000 | 31.86 mm | 597.32 mm shares | 0.10 | Debt | Long | Mexico |
FREDDIE MAC STRIPS SER 337 CL 300 3.00000000 | 31.73 mm | 34.63 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
ANGEL OAK MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 3.35300000 | 31.54 mm | 34.63 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#SD1118 3.50000000 | 31.24 mm | 34.05 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
IRS PSOFRR01.50 06/17/50 GOLDUS33XXX FLOAT | 31.23 mm | 1.00 contracts | 0.09 | Interest rate derivative | N/A | USA |
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000 | 31.14 mm | 35.16 mm shares | 0.09 | Debt | Long | Ireland |
FANNIE MAE POOL UMBS P#BW3873 3.50000000 | 31.14 mm | 33.94 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
META Meta Platforms Inc - Ordinary Shares | 30.95 mm | 29.99 mm shares | 0.09 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 0.25000000 | 30.94 mm | 33.04 mm shares | 0.09 | Debt | Long | USA |
PRPM 2022-1 LLC SER 2022-1 CL A1 V/R REGD 144A P/P 3.72000000 | 30.93 mm | 32.07 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#CB5778 6.00000000 | 30.88 mm | 30.38 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
SPRINT CAPITAL CORP REGD 8.75000000 | 30.80 mm | 24.96 mm shares | 0.09 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8189 2.50000000 | 30.46 mm | 35.79 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY REGD V/R 6.40700000 | 30.28 mm | 28.57 mm shares | 0.09 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#QE2908 3.50000000 | 30.27 mm | 33.00 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#FS0316 1.50000000 | 29.87 mm | 36.04 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8128 2.00000000 | 29.84 mm | 36.34 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 29.81 mm | 35.01 mm shares | 0.09 | Debt | Long | Switzerland |
UNITED STATES TREASURY NOTE 0.50000000 | 29.76 mm | 33.34 mm shares | 0.09 | Debt | Long | USA |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1198 0.00000000 | 29.73 mm | 4.19 bn principal | 0.09 | Short-term investment vehicle | Long | Japan |
UNITED STATES TREASURY NOTE 0.50000000 | 29.68 mm | 33.34 mm shares | 0.09 | Debt | Long | USA |
NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL A V/R REGD 144A P/P 6.79444000 | 29.67 mm | 29.72 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HSBC HSBC Holdings plc | 29.51 mm | 34.32 mm shares | 0.09 | Debt | Long | UK |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000 | 29.51 mm | 29.89 mm shares | 0.09 | Debt | Long | USA |
JP MORGAN MORTGAGE TRUST 2021-13 SER 2021-13 CL A3 V/R REGD 144A P/P 2.50000000 | 29.48 mm | 36.05 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
CIM TRUST 2023-R3 SER 2023-R3 CL A1A V/R REGD 144A P/P 4.50000000 | 29.30 mm | 32.28 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
COLT 2022-5 MORTGAGE LOAN TRUST SER 2022-5 CL A1 V/R REGD 144A P/P 4.55000000 | 28.94 mm | 29.53 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
CIM TRUST 2022-R2 SER 2022-R2 CL A1 V/R REGD 144A P/P 3.75000000 | 28.93 mm | 30.93 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.87500000 | 28.65 mm | 30.05 mm shares | 0.09 | Debt | Long | USA |
CWABS ASSET-BACKED CERTIFICATES TRUST 2005-13 SER 2005-13 CL MV3 V/R REGD 6.20543000 | 28.42 mm | 34.85 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED AIR 2023-1 A PTT REGD 5.80000000 | 28.39 mm | 28.00 mm shares | 0.09 | Debt | Long | USA |
WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000 | 28.26 mm | 32.92 mm shares | 0.09 | Debt | Long | USA |
MORGAN STANLEY REGD V/R MTN 1.16400000 | 28.15 mm | 29.26 mm shares | 0.08 | Debt | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNERS LLC SER 2022-RN3 CL A1 V/R REGD 144A P/P 5.00000000 | 28.13 mm | 28.71 mm shares | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
NFLX Netflix Inc. | 28.08 mm | 27.74 mm shares | 0.08 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.50000000 | 28.07 mm | 31.00 mm shares | 0.08 | Debt | Long | USA |
WELLS FARGO & COMPANY REGD V/R MTN 3.35000000 | 27.83 mm | 31.87 mm shares | 0.08 | Debt | Long | USA |
CHARTER COMM OPT LLC/CAP REGD 2.80000000 | 27.65 mm | 32.78 mm shares | 0.08 | Debt | Long | USA |